Peel the asparagus and cut off the dry ends. Cook in salted water until al dente, strain, rinse and drain well.
For the sauce, drain the tuna well in a sieve. Finely purée the tuna, cream, yoghurt and oil with a hand blender. Season with salt and lemon juice.
For the garnish, drain the capers well and wash the rocket. Arrange the sauce on plates. Halve the thick asparagus, arrange on the sauce and garnish with capers and rocket.